Eddie Izzard is campaigning for a No vote. But many Scottish public figures are too scared to defend the Union

Tonight Eddie Izzard is staging a one-off show in Edinburgh in support of the No camp. "Scotland, Please Don’t Go" (tickets £25) will hopefully raise much needed funds for the Unionists’ cause. But its main purpose, says Izzard, is to give those in the rest of the UK a voice in the independence referendum even though they don’t have a vote, and offer them an "opportunity to play their part in keeping our family of nations together".

Izzard is a brave man. It’s one thing to say "Scotland, stay with us" from the relative safety of London, as David Bowie did – and even he used Kate Moss as a go-between. It’s quite another to head here in person and expose yourself to Nationalist fury.

As fellow comedian Rory Bremner said, it’s easier to come out as gay than it is to come out as a Unionist.

Bremner, who unlike Izzard is a Scot, claims to be "genuinely undecided" but that might be for his own protection. Anyone who publicly backs the Better Together campaign invites online abuse from anonymous cybernats and open hostility from Nationalist politicians.

In an interview with Scottish Field, Bremner said: "If I do impressions of Alex Salmond, people say, ‘How dare you ridicule him, I voted for Alex Salmond. If you send him up, you’re insulting all the people who voted for him.’ "

In this climate, it’s no wonder that other high-profile Scots choose to keep their opinions to themselves. Andy Murray, when asked his views on the greatest political issue of the day, refused to be drawn. Although unable to vote in the September 18 referendum because he lives in England, he said his endorsement of either side would be a major story.

"I don’t know a whole lot about politics, and I have made that mistake in the past and it’s caused me a headache for seven or eight years of my life and a lot of abuse," he said. "So I wouldn’t consider getting involved in something like that again."

Murray spent years trying to live down his joke that he would be supporting "anyone but England" in the 2006 World Cup. At least he said it was a joke. Many football and tennis fans failed to see the funny side and subsequently refused to cheer him on.

No one thinks the referendum is a laughing matter, which might explain why Izzard’s show is not quite a sell-out (still plenty of tickets left in the Upper Circle). But he should be applauded anyway for sticking his neck out. Tonight’s do marks the start of his campaign on behalf of people in England, Wales and Northern Ireland who don’t want Britain to be broken up.

He is also sharing a platform today with Better Together leader Alistair Darling who, no doubt, will tell him what to expect from the Yes lot. Even Izzard, accustomed to hecklers, may be shocked.

The Olympic legend Sir Chris Hoy was branded a "bigoted anti-Scot" when he warned that Scottish athletes would find it harder to compete on the world stage post-independence.

And the Scottish women’s curling captain Eve Muirhead risked life and limb, not on the ice in Sochi, but at home when she dared to venture that representing Team GB, instead of Scotland, was "extra special".

Another Scottish icon, Billy Connolly, has, like Murray, backed out of the debate, although he has Unionist leanings, once saying: "I’ve always remembered that I have a lot more in common with a welder from Liverpool than I do with someone with an agricultural background from the Highlands."

Celebrities aside, those who feel compelled to challenge the separatists are hounded in a way that sends shivers down Unionists’ spines. The head of Scotland’s CBI, Iain McMillan, was badgered by Nationalist MSPs when he appeared before a Holyrood committee this week to air the concerns of his members.

Labour committee member Margaret McDougall said later it was a concerted effort to drown out business leaders who express views contrary to those of the secessionists.

"When even the most senior members of the SNP behave like schoolground bullies in parliament, we know we have reached a very sorry state of affairs."

This incident followed calls by Yes campaigners earlier in the week to boycott a leading Glasgow travel agent after its boss sent an email to his staff saying he wanted to remain in the UK. Bill Munro of Barrhead Travel was compared to Robert Mugabe.